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Modell zur Untersuchung von Investitionsentscheidungen unter Unsicherheit in Stromerzeugungstechnologien
Schemm, Ralf - 2011
Persistent link: https://www.econbiz.de/10009244243
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A New Open Economy Macroeconomic Model with Endogenous Portfolio Diversification and Firms Entry
Arespa, Marta - 2011
This paper provides a new benchmark for the analysis of the international diversification puzzle in a tractable new open economy macroeconomic model. Building on Cole and Obstfeld (1991) and Heathcote and Perri (2009), this model specifies an equilibrium model of perfect risk sharing in...
Persistent link: https://www.econbiz.de/10013119053
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Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence
Liang, Zhibin; Bi, Junna; Yuen, Kam Chuen; Zhang, Caibin - In: Mathematical methods of operations research 84 (2016) 1, pp. 155-181
Persistent link: https://www.econbiz.de/10011673473
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Generating Superior Performance in Private Equity : A New Investment Methodology
Kothari, S.P. - 2014
of research surrounding the application of Modern Portfolio Theory (MPT) and asset-allocation “best-practices” to … principles of Modern Portfolio Theory (MPT) to private equity portfolio management. We focus namely on the concept of the … overall returns for a given level of overall portfolio risk. To test our hypothesis, we have developed an investment algorithm …
Persistent link: https://www.econbiz.de/10013064517
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Generating Superior Performance in Private Equity : A New Investment Methodology
Kothari, S.P. - 2017
This paper provides a new investment methodology for private equity portfolios that applies principles of investment … management used in traditional asset classes. We apply Modern Portfolio Theory (MPT) with rational selection of portfolios that … are on the efficient frontier of risk-reward optimality, to back-test the performance of private equity (PE) investment …
Persistent link: https://www.econbiz.de/10012973949
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Investors meet dynamic strategy
Morck, Randall; Yeung, Bernard; Zhang, Lu - In: Strategy Science 7 (2022) 2, pp. 120-129
Persistent link: https://www.econbiz.de/10013352741
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Software-vendor diversification : a source of organizational rigidity in adversity?
Gong, Jing; Liang, Yi; Ramasubbu, Narayan - In: Journal of management information systems : JMIS 40 (2023) 2, pp. 338-365
Persistent link: https://www.econbiz.de/10014302540
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Are Microfinance Investments Resilient to Systematic Shocks?
Cypria, Chastity - 2015
The impact of systematic risks on financial markets has been evident during the near collapse of the worldwide financial system in 2007/8. This paper attempts to evaluate what effect this substantive event has had on the performance of microfinance investments, which have been presented over...
Persistent link: https://www.econbiz.de/10013038357
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Optimal investment under ambiguous technology shocks
Asano, Takao; Osaki, Yusuke - In: European journal of operational research : EJOR 293 (2021) 1, pp. 304-311
Persistent link: https://www.econbiz.de/10012502482
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Dynamic conditional correlations between Chinese sector returns and the S&P 500 index : an interpretation based on investment shocks
Kim, Myeong Hyeon; Sun, Lingxia - In: International review of economics & finance : IREF 48 (2017), pp. 309-325
Persistent link: https://www.econbiz.de/10011747302